Browsing All of EconStor by Author Rösch, Daniel
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2003 | Credit Risk Factor Modeling and the Basel II IRB Approach | Hamerle, Alfred; Liebig, Thilo; Rösch, Daniel |
2009 | The empirical relation between credit quality, recovery and correlation | Rösch, Daniel; Scheule, Harald |
2021 | Deep calibration of financial models: turning theory into practice | Büchel, Patrick; Kratochwil, Michael; Nagl, Maximilian; Rösch, Daniel |